AGEN Options History — February 2021

In February 2021, AGEN traded between $76.55 and $102.85. ATM implied volatility averaged 125.1%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 38.1%. IV traded above realized volatility by 38.2% (HV 20d: 86.9%). Max pain ranged from $58.88 to $78.51. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.10.

Notable Days

2021-02-04: Highest Volume — 3,009 contracts
2021-02-04: Largest IV spike — 56.7% change
2021-02-04: Highest IV Rank — 67.4%
2021-02-04: Largest Expected Move — 53.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$89.66	$76.55	$102.85	$76.55	$79.10
Max Pain	$75.41	$58.88	$78.51	$58.88	$78.51
ATM IV	125.1%	101.2%	158.6%	103.2%	124.1%
Expected Move	38.1%	29.0%	53.6%	29.6%	35.6%
HV 20d	86.9%	64.8%	96.1%	64.8%	85.5%
HV 60d	67.4%	58.5%	69.6%	58.5%	68.1%
IV Rank	51.3%	39.7%	67.4%	40.7%	50.8%
IV Percentile	78.9%	54.4%	93.3%	58.7%	81.0%
Term Structure	-8.1%	-56.3%	47.0%	16.8%	-9.2%
VWIV	135.2%	99.6%	187.6%	116.8%	119.7%
Skew 25d	-7.6%	-20.7%	10.3%	-8.9%	5.6%
Skew 10d	-3.9%	-71.1%	40.8%	26.3%	-8.7%
Call IV 25d	140.1%	96.2%	180.9%	120.5%	122.2%
Put IV 25d	132.5%	100.0%	175.7%	111.6%	127.8%
Bid-Ask Spread %	49.57	18.54	72.85	72.85	54.18
Gamma HHI	0.36	0.32	0.48	0.40	0.33
Net GEX	151.1K	85.1K	229.0K	85.1K	113.7K
Net DEX	-10.5M	-16.7M	-4.5M	-4.5M	-6.5M
Net VEX	-39.8K	-50.7K	-22.8K	-22.8K	-36.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.03	0.20	0.08	0.11
Total Volume	365.526	47	3,009	140	109
Total OI	3,073.474	1,919	3,748	1,919	3,019

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-02-01	$76.55	$58.88	103.2%	29.6%	64.8%	40.7%	116.8%	-8.9%	16.8%	85.1K	-4.5M	-22.8K	0.08	72.85	130	10	1,672	247
2021-02-02	$83.02	$58.88	109.1%	31.3%	69.6%	43.6%	111.3%	1.1%	16.8%	109.7K	-6.7M	-26.7K	0.20	46.53	230	46	1,743	256
2021-02-03	$86.36	$78.51	101.2%	29.0%	69.9%	39.7%	99.6%	3.7%	1.1%	130.7K	-6.6M	-27.4K	0.03	38.88	119	3	1,772	272
2021-02-04	$102.85	$58.88	158.6%	53.6%	89.7%	67.4%	187.6%	-5.1%	-40.4%	109.2K	-11.6M	-30.7K	0.07	31.08	2,820	189	1,747	273
2021-02-05	$101.86	$78.51	118.3%	42.5%	90.4%	48.0%	150.6%	-16.9%	-14.1%	194.8K	-16.0M	-48.4K	0.06	39.04	772	49	2,882	411
2021-02-08	$102.26	$78.51	121.5%	47.3%	87.5%	49.5%	167.2%	-16.7%	-14.1%	209.1K	-16.7M	-49.5K	0.08	20.45	390	30	2,963	439
2021-02-09	$101.67	$78.51	105.6%	43.0%	87.8%	41.9%	153.7%	-3.3%	-10.9%	229.0K	-16.5M	-50.7K	0.10	38.92	201	20	3,080	446
2021-02-10	$100.69	$78.51	152.9%	43.8%	88.1%	64.6%	154.7%	-2.0%	-22.6%	219.8K	-16.2M	-50.2K	0.17	18.54	177	30	3,069	460
2021-02-11	$92.25	$78.51	145.4%	41.7%	96.1%	61.0%	140.4%	-9.0%	1.2%	187.4K	-13.4M	-45.7K	0.04	59.71	312	13	3,065	475
2021-02-12	$90.68	$78.51	132.8%	38.1%	94.8%	55.0%	132.2%	-19.9%	-56.3%	200.9K	-12.2M	-43.6K	0.20	72.18	206	40	3,050	479
2021-02-16	$90.68	$78.51	127.2%	36.5%	93.7%	52.3%	132.8%	-7.1%	3.1%	192.0K	-11.6M	-42.2K	0.09	51.01	197	17	3,130	505
2021-02-17	$90.09	$78.51	134.1%	38.4%	93.3%	55.6%	125.7%	-10.6%	2.8%	124.3K	-10.9M	-42.0K	0.08	60.38	112	9	3,166	510
2021-02-18	$86.95	$78.51	124.0%	35.6%	94.9%	50.8%	131.0%	-20.4%	-1.3%	127.1K	-9.4M	-41.7K	0.13	47.24	110	14	3,192	502
2021-02-19	$88.52	$78.51	119.4%	34.2%	93.2%	48.5%	121.4%	-8.5%	-11.0%	134.4K	-10.0M	-42.6K	0.19	57.41	207	39	3,220	528
2021-02-22	$85.18	$78.51	116.1%	33.3%	94.7%	46.9%	127.7%	-9.5%	-43.4%	134.3K	-8.0M	-40.6K	0.07	34.65	122	9	2,520	371
2021-02-23	$82.24	$78.51	130.6%	37.4%	86.8%	53.9%	129.4%	10.3%	47.0%	129.4K	-8.0M	-38.3K	0.06	60.15	99	6	2,580	376
2021-02-24	$82.43	$78.51	121.1%	34.7%	85.0%	49.3%	128.4%	-20.7%	26.4%	123.3K	-7.6M	-39.5K	0.17	70.92	52	9	2,595	380
2021-02-25	$80.27	$78.51	132.7%	38.0%	85.7%	54.9%	138.1%	-7.1%	-45.1%	116.9K	-6.9M	-37.9K	0.06	67.79	44	3	2,611	390
2021-02-26	$79.10	$78.51	124.1%	35.6%	85.5%	50.8%	119.7%	5.6%	-9.2%	113.7K	-6.5M	-36.0K	0.11	54.18	98	11	2,627	392